+481.9%
NYT vs DVA
+187.8%
+294.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | -0.6% | -1.3% | +0.7% | -0.4% |
| 30D | +4.6% | 0.0% | +4.6% | +4.5% |
| 3M | -9.6% | -10.9% | +1.3% | -7.5% |
| 6M | -14.0% | +17.3% | -31.3% | -16.2% |
| YTD | -2.8% | +59.8% | -62.6% | -10.5% |
| 1Y | +15.6% | +36.3% | -20.7% | +9.4% |
| 3Y | +56.3% | +88.6% | -32.3% | +35.3% |
| 5Y | +39.5% | +47.5% | -8.0% | +24.2% |
| All | +481.9% | +187.8% | +294.1% | +333.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling